+36.0%
FXI vs XHB
+21.1%
+14.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | 0.0% |
| 7D | -2.8% | -5.2% | +2.4% | -1.4% |
| 30D | -3.7% | -12.1% | +8.5% | -0.4% |
| 3M | -0.4% | -6.2% | +5.8% | +0.6% |
| 6M | -5.4% | -6.7% | +1.3% | -4.6% |
| YTD | -9.6% | -5.5% | -4.2% | -9.4% |
| 1Y | -11.9% | -15.6% | +3.7% | -8.7% |
| All | +36.0% | +21.1% | +14.9% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling